To setup WSO2 ESB do the following :
- Download WSO2 ESB from http://wso2.com/products/enterprise-service-bus/ and extract the archive
- Set the JAVA_HOME and PATH environment variables as per your OS
- Navigate to [ESB_HOME]/bin. If on Windows run wso2server.bat. If on Linux run wso2server.sh.
More details can be found at https://docs.wso2.com/display/ESB490/Installing+the+Product